Calendar

During the fall 2018 semester, the Computational Social Science (CSS) and the Computational Sciences and Informatics (CSI) Programs have merged their seminar/colloquium series where students, faculty and guest speakers present their latest research. These seminars are free and are open to the public. This series takes place on Fridays from 3-4:30 in Center for Social Complexity Suite which is located on the third floor of Research Hall.

If you would like to join the seminar mailing list please email Karen Underwood.

Notice and InvitationOral Defense of Doctoral Dissertation
Doctor of Philosophy in Computational Sciences and Informatics
Department of Computational and Data Sciences
College of Science
George Mason University

John T. RigsbyBachelor of Science, Mississippi State University, 1999
Master of Science, George Mason University, 2005

Abstract: Automated storytelling attempts to create a chain of documents linking one article to another while telling a coherent and cohesive story that explains events connecting the two article end points. The need to understand the relationship between documents is a common problem for analysts; they often have two snippets of information and want to find the other pieces that relate them. These two snippets of information form the bookends (beginning and ending) of a story chain. The story chain formed using automated storytelling provides the analyst with better situational awareness by collecting and parsing intermediary documents to form a coherent story that explains the relationships of people, places, and events.

The promise of the Data Age is that the truth really is in there, somewhere. But our age has a curse, too: apophenia, the tendency to see patterns that may or may not exist. — Daniel Conover, Post and Courier, Charleston, South Carolina, 30 Aug. 2004

The above quote expresses a common problem in all areas of pattern recognition and data mining. For text data mining, several fields of study are dedicated to solving aspects of this problem. Some of these include literature-based discovery (LBD), topic detection and tracking (TDT), and automated storytelling. Methods to pull the signal from the noise are often the first step in text data analytics. This step usually takes the form of organizing the data into groups (i.e. clustering). Another common step is understanding the vocabulary of the dataset; this could be as simple as phrase frequency analysis or as complex as topic modeling. TDT and automated storytelling come into play once the analyst has specific documents for which they want more information.

In our world of ever more numerous sources of information, which includes scientific publications, news articles, web resources, emails, blogs, tweets, etc., automated storytelling mitigates information overload by presenting readers with the clarified chain of information most pertinent to their needs. Sometimes referred to as connecting the dots, automated storytelling attempts to create a chain of documents linking one article to another that tells a coherent and cohesive story and explains the events that connect the two articles. In the crafted story, articles next to each other should have enough similarity that readers easily comprehend why the next article in the chain was chosen. However, adjacent articles should also be different enough to move the reader farther along the chain of events with each successive article making significant progress toward the destination article.

The research in this thesis concentrates on three areas:

story chain generation

quantitative storytelling evaluation

focusing storytelling with signal injection.

Storytelling evaluation of the quality of the created stories is difficult and has routinely involved human judgment. Existing storytelling evaluation methodologies have been qualitative in nature, based on results from crowd sourcing and subject matter experts. Limited quantitative evaluation methods currently exist and are generally only used for filtering results before qualitative evaluation. In addition, quantitative evaluation methods become essential to discern good stories from bad when two or more story chains exist for the same bookends. The work described herein extends the state of the art by providing quantitative methods of story quality evaluation which are shown to have good agreement with human judgment. Two methods of automated storytelling evaluation are developed: dispersion and coherence, which will be used later as criterion for a storytelling algorithm. Dispersion, a measure of story flow, ascertains how well the generated story flows away from the beginning document and towards the ending document. Coherence measures how well the articles in the middle of the story provide information about the relationship of the beginning and ending document pair. Kullback-Leibler divergence (KLD) is used to measure the ability to encode the vocabulary of the beginning and ending story documents using the set of middle documents in the story. The dispersion and coherence methodologies developed here have the added benefit that they do not require parameterization or user inputs and are easily automated.

An automated storytelling algorithm is proposed as a multi-criteria optimization problem that maximizes dispersion and coherence simultaneously. The developed storytelling methodologies allow for the automated identification of information which associates disparate documents in support of literature-based discovery and link analysis tasking. In addition, the methods provide quantitative measures of the strength of these associations.

We also present a modification of our storytelling algorithm as a multi-criteria optimization problem that allows for signal injection by the analyst without sacrificing good story flow and content. This is valuable because analysts often have an understanding of the situation or prior knowledge that could be used to focus the story in a better way as compared to the story chain formed without signal injection. Storytelling with signal injection allows an analyst to create alternative stories which incorporate the domain knowledge of the analyst into the story chain generation process.

Notice and InvitationOral Defense of Doctoral Dissertation
Doctor of Philosophy in Computational Sciences and Informatics
Department of Computational and Data Sciences
College of Science
George Mason University

In this dissertation, we explore new methodologies and techniques applicable to aspects of Big Solar Data to enable new analyses of temporally long, or volumetrically large, solar physics imaging data sets. Specifically, we consider observations returned by two space-based solar physics missions – the Solar Dynamics Observatory (SDO) and the Solar and Heliospheric Observatory (SOHO) – the former operating for over 7-years to date, returning around 1.5 terabytes of data daily, and the latter having been operational for more than 22-years to date. Despite ongoing improvements in desktop computing performance and storage capabilities, temporally and volumetrically massive datasets in the solar physics community continue to be challenging to manipulate and analyze. While historically popular, but more simplistic, analysis methods continue to provide new insights, the results from those studies are often driven by improved observations rather than the computational methods themselves. To fully exploit the increasingly high volumes of observations returned by current and future missions, computational methods must be developed that enable reduction, synopsis and parameterization of observations to reduce the data volume while retaining the physical meaning of those data.

In the first part of this study we consider time series of 4 – 12 hours in length extracted from the high spatial and temporal resolution data recorded by the Atmospheric Imaging Assembly (AIA) instrument on the NASA Solar Dynamics Observatory (SDO). We present a new methodology that enables the reduction and parameterization of full spatial and temporal resolution SDO/AIA data sets into unique components of a model that accurately describes the power spectra of these observations. Specifically, we compute the power spectra of pixel-level time series extracted from derotated AIA image sequences in several wavelength channels of the AIA instrument, and fit one of two models to their power spectra as a function of frequency. This enables us to visualize and study the spatial dependence of the individual model parameters in each AIA channel. We find that the power spectra are well-described by at least one of these models for all pixel locations, with unique model parameterizations corresponding directly to visible solar features. Computational efficiency of all aspects of this code is provided by a flexible Python-based Message Passing Interface (MPI) framework that enables distribution of all workloads across all available processing cores. Key scientific results include clear identification of numerous quasi-periodic 3- and 5-minute oscillations throughout the solar corona; identification and new characterizations of the known ~4.0-minute chromospheric oscillation, including a previously unidentified solar-cycle driven trend in these oscillations; identification of “Coronal Bullseyes”, that present radially decaying periodicities over sunspots and sporadic foot-point regions, and of features we label “Penumbral Periodic Voids”, that appear as annular regions surrounding sunspots in the chromosphere, bordered by 3- and 5-minute oscillations but exhibiting no periodic features.

The second part of this study considers the entire mission archive returned by the Large Angle Spectrometric Coronagraph (LASCO) C2 instrument, operating for more than 20-years on the joint ESA/NASA Solar and Heliospheric Observatory (SOHO) mission. We present a technique that enables the reduction of this entire data set to a fully calibrated, spatially-located time series known as the LASCO Coronal Brightness Index (CBI). We compare these time series to a number concurrent solar activity indices via correlation analyses to indicate relationships between these indices and coronal brightness both globally across the entire corona, and locally over small spatial scales within the corona, demonstrating that the LASCO observations can be reliably used to derive proxies for a number of geophysical indices. Furthermore, via analysis of these time series in the frequency domain, we highlight the effects of long-time scale variability in long solar time series, considering sources of both solar origin (e.g., solar rotation, solar cycle) and of instrumental/operation origin (e.g., spacecraft rolls, stray light contamination), and demonstrate the impact of filtering of temporally long time series to reduce the impacts of these uncertain variables in the signals. Primary findings of this include identification of a strong correlation between coronal brightness and both Total and Spectral Solar Irradiance leading to the development of a LASCO-based proxy of solar irradiance, as well as identification of significant correlations with several other geophysical indices, with plausible driving mechanisms demonstrated via a developed correlation mapping technique. We also determine a number of new results regarding LASCO data processing and instrumental stray light that important to the calibration of the data and have important impacts on the long-term stability of the data.

Notice and InvitationOral Defense of Doctoral Dissertation
Doctor of Philosophy in Computational Sciences and Informatics
Department of Computational and Data Sciences
College of Science
George Mason University

A better understanding of firm birth, life, and death yields a richer picture of firms’ life-cycle and dynamical labor processes. Through “big data” analysis of a collection of universal fundamental distributions and beginning with firm age, wage and size, I discuss stationarity, their functional form, and consequences emanating from their defects. I describe and delineate the potential complications of the firm age defect–caused by the Great Recession—and speculate on a stark future where a single firm may control the U.S. economy. I follow with an analysis of firm sizes, tensions in heavy-tailed model fitting, how firm growth depends on firm size and consequently, the apparent conflict between empirical evidence and Gibrat’s Law. Included is an introduction of the U.S. firm wage distribution. The ever-changing nature of firm dynamical processes played an important role in selecting the conditional distributions of age and size, and wage and size in my analysis. A closer look at these dynamical processes reveals the role played by mode wage and mode size in the dynamical processes of firms and thus in the firm life-cycle. Analysis of firm labor suggests preliminary evidence that the firm labor distribution conforms to scaling properties—that it is power law distributed. Moreover, I report empirical evidence supporting the existence of two separate and distinct labor processes—dubbed labor regimes—a primary and secondary, coupled with a third unknown regime. I hypothesize that this unknown regime must be drawn from the primary labor regime—that it is either emergent from systemic fraudulent activity or subjected to data corruption. The collection of explorations found in this dissertation product provide a fuller, richer picture of firm birth, life, and death through age, wage, size, and labor while supporting our understanding of firm dynamics in many directions.

Notice and InvitationOral Defense of Doctoral Dissertation
Doctor of Philosophy in Computational Sciences and Informatics
Department of Computational and Data Sciences
College of Science
George Mason University

Combining atomistic simulations and machine learning techniques can significantly expedite the materials discovery process. Here an application of such methodological combination for the prediction of the configuration phase (liquid, amorphous solid, and crystalline solid), melting transition, and amorphous-solid behavior of three eutectic alkali metal alloys (Na-K, Na-Cs, K-Cs) is presented. It is shown that efficient prediction of these properties is possible via machine learning methods trained on the topological local structural properties alone. The atomic configurations resulting from Monte Carlo annealing of the eutectic alkali alloys are analyzed with topological attributes based on the Voronoi tessellation using expectation-maximization clustering, Random Forest classification, and Support Vector Machine classification. It is shown that the Voronoi topological fingerprints make an accurate and fast prediction of the alloy thermal behavior by cataloging the atomic configurations into three distinct phases: liquid, amorphous solid, and crystalline solid. Using as few as eight topological features the configurations can be categorized into these three phases. With the proposed metrics, arrest-motion and melting temperature ranges are identified through a top down clustering of the atomic configurations cataloged as amorphous solid and liquid.

The methodology presented here is of direct relevance in identifying or screening unknown materials in a targeted class with desired combination of topological properties in an efficient manner with high fidelity. The results demonstrate explicitly the exceptional power of domain-based machine learning in discovering topological influence on thermodynamic properties, and at the same time providing valuable guidance to machine learning workflows for the analysis of other condensed systems. This statistical learning paradigm is not restricted to eutectic alloys or thermodynamics, extends the utility of topological attributes in a significant way, and harnesses the discovery of new material properties.

Notice and InvitationOral Defense of Doctoral Dissertation
Doctor of Philosophy in Computational Sciences and Informatics
Department of Computational and Data Sciences
College of Science
George Mason University

This dissertation is third in a series aimed at seeking a method to optimized computer architectures for robustness and efficiency. HADI graphs were first introduced in Hadi Rezazad’s dissertation and were further examined in Roger Shores’ dissertation. This dissertation explores this particular class of graph structure in details and defines this graph structure in a mathematical way. Hadi Graphs are a subset of almost regular graphs with certain invariants. The bound of edge numbers is presented to ensure the new structure Hamiltonian. Another interesting alternative interconnect graph that is called hypercube is discussed in this dissertation. The main focus is to find how many edges can be removed but still retain the Hamiltonian property

Around terabytes of unstructured electronic data are generated every day from twitter networks, scientific collaborations, organizational emails, telephone calls and websites. Excessive communications in such social networks continue to be a major problem. In some cases, for example, Enron e-mails, frequent contact or excessive activities on interconnected networks lead to fraudulent activities. In a social network, anomalies can occur as a result of abrupt changes in the interactions among a group of individuals. Analyzing such changes in a social network is thus important to understand the behavior of individuals in a subregion of a network. The motivation of this dissertation work is to investigate the excessive communications or anomalies and make inferences about the dynamic subnetworks. Here I present three major contributions of this research work to detect anomalies of dynamic networks obtained from interorganizational emails.

I develop a two-step scan process to detect the excessive activities by invoking the maximum log-likelihood ratio as a scan statistic with overlapping and variable window sizes to rank the clusters. The initial step is to determine the structural stability of the time series and perform differencing and de-seasonalizing operations to make the time series stationary, and obtain a primary cluster with a Poisson process model. I then construct neighborhood ego subnetworks around the observed primary cluster to obtain more refined cluster by invoking the graph invariant betweenness as the locality statistic using the binomial model. I demonstrate that the two-step scan statistics algorithm is more scalable in detecting excessive activities in large dynamic social networks.

I implement the multivariate time series models for the first time to detect a group of influential people that are associated with excessive communications, which cannot be assessed using scan statistics models. I employ here a vector auto regressive (VAR) model of time series of subgraphs, constructed using the graph edit distance, as the nodes or vertices of the subgraphs are interrelated. Anomalies are assessed using the residual thresholds greater than three times the standard deviation obtained from fitted time series models.

Finally, I devise a new method of detecting excessive topic activities from the unstructured text obtained from e-mail contents by combining probabilistic topic modeling and scan statistics algorithms. Initially, I investigate the major topic discussed using the latent Dirichlet allocation (LDA) modeling, and apply scan statistics to get excessive topic activities using the largest log-likelihood ratio in the neighborhood of primary cluster.

These processes provide new ways of detecting the excessive communications and topic flow through the influential vertices in dynamic networks, and can be employed in other dynamic social networks to critically investigate excessive activities.

Gary Keith BogleBachelor of Arts, University of California, Davis, 1990

Master of Arts, University of Illinois at Urbana-Champaign, 1995

Master of Science, Marymount University, 2003

Polity Cycling in Great Zimbabwe via Agent-Based Modeling:

The Effects of Timing and Magnitude of External Factors

Thursday, April 11, 2019, 1:00 p.m.

Research Hall, Room 92

All are invited to attend.

CommitteeClaudio Cioffi-Revilla, Chair

William Kennedy

Amy Best

This research explores polity cycling at the site of Great Zimbabwe. It rests on laying out the possibilities that may explain what is seen in the archaeological record in terms of modeling what external factors, operating at specific times and magnitudes. What can cause a rapid rise and decline in the polity? This is explored in terms of attachment that individuals feel towards the small groups of which they are a part of, and the change in this attachment in response to their own resources and the history of success that the group enjoys in conducting collective action. The model presented in this research is based on the Canonical Theory of politogenesis. It is implemented using an agent-based model as this type of model excels at generating macro-level behavior from micro-level decisions. The results of this research cover the relationship between environmental inputs and the pattern of growth and decline of groups, the differences in group fealty and resources between successful groups and unsuccessful groups, the change in the number of groups throughout the simulation and the relationship between the probability of success in collective action and the success of the groups themselves. The input parameters to the model presented here are the collective action frequency (CAF) and environmental effect multiplier. The results show that a prehistoric polity can be modeled to demonstrate a sharp rise and fall in community groups and that the rise and fall emerges from the individual decision-making. Different sets of input parameters represent different environmental conditions, from the stable and predictable to less stable to quite unpredictable. Regardless of the environmental variability, the overall value of fealty experienced by community members moves in a similar fashion for all input sets. However, the more stable environment of Set A means the overall feelings of attachment to leadership do not fall as fast as they do in the more variable environments. In all, there is a two-stage process in which members in the community are sorted in to the surviving groups. Success in collective action leads to overall group success. The significance of this research is that it provides a basis for understanding that, while the archaeological record is incomplete, what happened in Great Zimbabwe lies within what has happened in other areas. What seems at first glance to be unusual can be explained through expected environmental and social factors that affect prehistoric societies on other continents. Furthermore, this research provides the basis for further quantifying the analysis of prehistoric societies by providing a model of laying out external factors along the lines of collective action frequencies and environmental effect multipliers.

This is a dissertation about people and their beliefs. It asks, how do beliefs form? Why do they change? How does the environment affect construction? What is the relationship between asocial experiences and the social exchange of information about them? And, how
do beliefs affect social structure? To interrogate these questions, I build an agent-based model with agent-to-nature and agent-to-agent interaction spaces. The payoff distributions associated with each context-action pair in nature are homogeneous. However, agent
exposure rates are heterogeneous. The agent-to-agent interactions allow for social information exchange, facilitating the discovery of best contexts and actions for selection. All agent expressions are sincere. However, to guard against error integration, agents sample
dynamic stereotypes over overt traits as proxies for experiential counterpart reliability. An expression is more receivable when aligned with social expectations than when it is not. This creates a recursive relationship whereby stereotypes affect belief and beliefs affect
stereotypes. I implement three stereotyping strategies and six different environments. The three stereotyping strategies — prosocial, informative, and discriminatory — operationalize different assumptions about social information processing. Five of the environments
progressively increase inherent structure. The sixth introduces broadcasts which synchronize contextual salience in social interactions.

Notice and InvitationOral Defense of Doctoral Dissertation
Doctor of Philosophy in Computational Sciences and Informatics
Department of Computational and Data Sciences
College of Science
George Mason University

Probabilistic Topic Models are a family of mathematical models used primarily to identify latent topics in large collections of text documents. This research adapts the topic modeling approach to the unsupervised classification of hyperspectral images. By considering image pixels similarly to text documents and quantizing data for each spectral band to develop a spectral feature vocabulary, it is demonstrated that by using Latent Dirichlet Allocation with a hyperspectral image corpus, learned topics can be used to produce unsupervised classification results that often match ground truth better than the commonly used k-means algorithm. The
topic modeling approach developed is demonstrated to easily extend to classification of image regions by aggregating spectral features over spatial windows. The region-based document models are shown to account for the spectral covariance and heterogeneity of ground-cover classes, resulting in similarity to land use ground truth that increases monotonically with window size.

Multiresolution wavelet decompositions of pixel reflectance spectra are used to develop a novel feature vocabulary that more naturally aligns with material absorption and reflectance features, further improving classification results. The wavelet-based document modeling approach is evaluated against synthetic image data, a small AVIRIS image with 16 ground truth classes, and finally on practical-sized, overlapping AVIRIS and Hyperion images to demonstrate the utility of the models. Multiple wavelet bases and numbers of quantization levels are considered and for the data sets evaluated, it is determined that using the Haar wavelet with 10 quantization levels yields the best performance, while also producing easily interpretable topics. It is demonstrated that by omitting low-level wavelet coefficients, vocabulary size and model inference time can be significantly reduced without loss of accuracy.

The wavelet-based approach is extended by replacing quantization levels with simple thresholds for positive and negative wavelet coefficients, reducing the vocabulary size to two times the number of wavelet coefficients. The thresholded wavelet model provides accuracy comparable to the quantized wavelet model, while having significantly shorter inference time and supporting easily interpretable visualization of topics in the wavelet domain. By establishing appropriate model hyperparameters and omitting low-level wavelet
coefficients, the thresholded wavelet model provides better unsupervised classification results than previously developed quantized band models, has shorter model parameter estimation time, and has an average document word count smaller by a factor of 5 and a vocabulary smaller by a factor of 10

The ability to identify the mechanisms responsible for the behavioral characteristics of financial markets has remained an elusive pursuit. Further, the precise behavioral characteristics of financial markets remains a point of contention. Some practitioners proclaim that markets are efficient and the return profile of financial assets follow a Gaussian distributed random walk, while others suggest that markets are not efficient, with returns tending to be heavily skewed and markets record instances of extreme outlying events at a rate more than what the efficient school prescribes. A feasible explanation for why financial markets behave as they do is that they are a complex adaptive system (CAS), an approach where investors and firms are considered heterogeneous interacting agents (HIA), which contrasts against the single representative agent approach utilized in the efficient market (neoclassical economic) paradigm.

Firstly, this dissertation provides an overview of the basis of the efficient market framework (EMF) before presenting the need to pursue alternative methods. The principal alternative discussed is the utilization of Computational Social Science (CSS) tools to consider financial markets as a CAS. The primary impetus for the approach is the statistical imprint of a CAS – power-law distributions – are found in asset returns and various other economic variable related to financial markets, including the distributions of shareholders and firm size. Of the various CSS tools, the remainder of the dissertation presents two agent-based models aimed at addressing a variety of research, yet with a common theme of quantifying the effects of agents placing an increased focus on short-term factors, a phenomenon known as “short-termism.”

The first model considers the effects of investors forming an information network with each other in an agent-based artificial stock market. In turn, agents try and improve their investment performance by adjusting their connections; a process that involves cutting ties with those agents who provide poor quality information and connecting to the betterperforming investors. The crucial elements in the model are the timeframe over which the agents consider their performance; the interval between rewiring their connections; and
their tendency to follow the advice of their connections over other information sources. Through varying the effect of these elements meaningful insights into the dynamics driving the behavior of the financial markets, with the presence of even a small proportion of
short-term investors being responsible for a material increase in market volatility. A similar record occurred after reducing the interval between when investors adjust their information network.

An ambition research agenda underlies the implementation of the second model. The foundation for the model stems from the growing concern that the management of publicly listed firms is becoming preoccupied with the share price of their firm, thereby placing an
increased, and non-optimal, focus on their short-term earnings. To address this issue required the expansion of the existing agent-based artificial stock market approach to include many firms who have their earnings endogenously influenced by the market. To achieve the required expansion, the model has firms maintain growth expectations which they adjust after factoring in their most recent performance against those expectations and the movement in their firm’s share price. Firms also must allocate their limited resources between growing sales or margins. In terms of the investors, the model considers various investment styles, with individual styles and combinations responsible for generating greater volatility in the market and more extreme adjustments by management. Before undertaking the extensions, an extensive set of data relating to the size, growth, and performance of globally listed firms was collected and assessed. Consistent with previous research, the distributions, apart from growth, were heavily skewed. The growth distributions were found to be somewhat consistent with Laplace distributions, which is the existing growth distribution benchmark.